Julius Finance announces independent CDO and credit derivatives valuation service

New York - 31 July 2008

New York, July 31, 2008: Julius Finance, the leaders in model fusion for the $58 trillion dollar credit derivatives market, today announced that due to market demand it has launched an independent valuation service for a range of credit derivatives including bespoke synthetic Credit Derivative Obligations (CDOs), CDO2 (CDO squared), CDO3 (CDO cubed), CPPIs, CPDOs, CDPCs and CDSs.

The valuation service makes use of Julius Finance’s breakthrough research in model fusion which is uniquely able to price such securities by taking account of all market available information through a next generation unified credit model.

With billions of dollars of CDO write downs, investor demand for independent valuation of complex financial instruments has rapidly increased. Julius Finances’ breakthrough comes at an opportune moment.

Julius’s technology provides unprecedented visibility for market derived pricing and analytics. The service is designed for bespoke valuation, risk management, catastrophic risk analysis, portfolio management, scenario analysis, structured/hybrid products and trading. The new service provides independent valuation of synthetic CDOs, CDO squared, CPDOs and other credit derivatives for credit traders, credit risk managers, auditors, legal professionals and controllers.

Julius also provides market driven tail risk estimates for credit default swap and corporate bond portfolio managers, and unique insights into monoline companies such as credit derivative product companies (CDPCs).

‘We are proud to announce our new service in providing independent valuations for this range of credit derivatives’, said Peter Cotton, CEO and Founder of Julius Finance, ‘We believe we are the only provider on the market able to do so using a unified credit model’.

Become a bobsguide member to access the following

1. Unrestricted access to bobsguide
2. Send a proposal request
3. Insights delivered daily to your inbox
4. Career development